Is it ok to remove NGons with triangulation in order to import a model in a game engine?
It depends. The potential problem you can run into with n-gons is that different programs break them up into triangles in different ways. Depending on how you've configured your mesh's shading, this can alter the way smooth shading is averaged across the face.
If your n-gons are flat-shaded and planar, you shouldn't encounter problems. If you're using smooth shading, or weighted normals, and are relying on a normal map to get your final shading result, it can potentially look different in different programs.
If you bake you bake your normal map in a program that triangulates ngons one way, and then move it into a program that does it a different way, you will get a bad result.
Generally you can't go wrong triangulating your mesh before baking normals. It removes the potential for error.